| Interface | Description |
|---|---|
| SVDDecomposition |
SVD decomposition decomposes a matrix A of dimension m x n, where m >= n, such that
U' * A * V = D, or U * D * V' = A.
|
| Class | Description |
|---|---|
| GloubKahanSVD |
Gloub-Kahan algorithm does the SVD decomposition of a tall matrix in two stages.
|
| SVD |
SVD decomposition decomposes a matrix A of dimension m x n, where m >= n, such that
U' * A * V = D, or U * D * V' = A.
|